Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'663 | 497'661 | 50'282 CHF | 55'259 CHF | 100.00% | 100.00% |
12.07.2024 | 9.98% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 531'080 | 407'230 | 50'536 CHF | 43'380 CHF | 98.98% | 98.98% |
11.07.2024 | 9.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 487'389 | 487'381 | 50'605 CHF | 55'478 CHF | 99.05% | 99.05% |
10.07.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 439'175 | 439'178 | 51'311 CHF | 55'704 CHF | 99.84% | 99.84% |
09.07.2024 | 6.53% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 352'721 | 352'722 | 52'261 CHF | 55'789 CHF | 100.00% | 100.00% |
08.07.2024 | 5.90% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 314'067 | 314'063 | 51'639 CHF | 54'779 CHF | 100.00% | 100.00% |
05.07.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'292 | 300'293 | 51'368 CHF | 54'372 CHF | 100.00% | 100.00% |
04.07.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'860 | 299'861 | 51'770 CHF | 54'769 CHF | 100.00% | 100.00% |
03.07.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 272'622 | 272'623 | 51'996 CHF | 54'723 CHF | 99.51% | 99.51% |
02.07.2024 | 5.03% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 266'294 | 266'298 | 51'596 CHF | 54'260 CHF | 100.00% | 100.00% |